Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific …
Automatic differentiation is a popular technique for computing derivatives of computer programs. While automatic differentiation has been successfully used in countless …
Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to …
This paper introduces SMCP3, a method for automatically implementing custom sequential Monte Carlo samplers for inference in probabilistic programs. Unlike particle filters and …
We show that a maximum likelihood approach for parameter estimation in agent-based models (ABMs) of opinion dynamics outperforms the typical simulation-based approach …
Programs involving discontinuities introduced by control flow constructs such as conditional branches pose challenges to mathematical optimization methods that assume a degree of …
We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete …
We introduce a new setting, the category of ωPAP spaces, for reasoning denotationally about expressive differentiable and probabilistic programming languages. Our semantics is …
AK Lew, M Ghavamizadeh, MC Rinard… - Proceedings of the …, 2023 - dl.acm.org
We present a new approach to the design and implementation of probabilistic programming languages (PPLs), based on the idea of stochastically estimating the probability density …